+255.6%
MXL vs AEIS
+1,813.4%
-1,557.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.8% | +3.2% | +4.2% |
| 7D | +15.5% | +8.1% | +7.3% | +10.0% |
| 30D | -11.3% | -11.1% | -0.2% | -4.0% |
| 3M | -16.1% | -5.6% | -10.5% | -9.2% |
| 6M | +323.0% | -0.6% | +323.7% | +336.7% |
| YTD | +281.5% | +38.0% | +243.5% | +219.7% |
| 1Y | +319.3% | +87.2% | +232.1% | +191.0% |
| 3Y | +189.4% | +179.7% | +9.7% | +62.3% |
| 5Y | +26.0% | +241.7% | -215.8% | -34.4% |
| 10Y | +243.5% | +547.2% | -303.7% | +28.3% |
| All | +255.6% | +1,813.4% | -1,557.8% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling